+33.1%
ZM vs PSLV
+165.9%
-132.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -5.7% | -3.5% | -2.2% | -5.4% |
| 30D | -9.1% | -2.1% | -6.9% | -8.9% |
| 3M | +3.5% | -1.6% | +5.2% | +3.7% |
| 6M | +25.7% | -25.5% | +51.2% | +28.2% |
| YTD | +10.8% | -11.4% | +22.2% | +9.6% |
| 1Y | +12.8% | +48.6% | -35.8% | +4.2% |
| 3Y | +33.1% | +166.9% | -133.7% | +13.8% |
| All | +33.1% | +165.9% | -132.7% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PSLV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling